PCA Index Dashboard Examples

This script was last run at 2024-03-27 08:39:08.612207+00:00 (UTC)
In US/Central Time, this is 2024-03-27 03:39:08.612207-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.896724	-0.474160	0.086478	-0.009337	0.545045	0.254414
1997-01-03	-0.885014	-0.474160	-0.155337	0.006167	0.744645	0.205242
1997-01-06	-0.881111	-0.474160	-0.063904	-0.017088	0.777526	0.269203
1997-01-07	-0.881111	-0.453343	-0.128869	-0.048096	0.837158	0.382849
1997-01-08	-0.892821	-0.453343	-0.021797	-0.086855	0.785188	0.496103
...	...	...	...	...	...	...
2024-03-20	-0.865498	-1.400534	-0.887998	1.719319	0.827843	0.465774
2024-03-21	-0.900628	-1.431760	-0.902435	1.727071	0.836465	0.472515
2024-03-22	-0.888918	-1.452577	-0.885592	1.727071	0.764023	0.313896
2024-03-25	-0.877208	-1.369308	-0.869952	1.727071	0.788280	0.420171
2024-03-26	-0.877208	-1.400534	-0.869952	1.727071	0.753325	0.420171

7195 rows × 6 columns

pc1

DATE
1997-01-02   -0.576739
1997-01-03   -0.682837
1997-01-06   -0.665751
1997-01-07   -0.702099
1997-01-08   -0.671776
                ...   
2024-03-20   -1.595605
2024-03-21   -1.625611
2024-03-22   -1.582747
2024-03-25   -1.572263
2024-03-26   -1.573411
Name: PC1, Length: 7195, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()